## Methods for Function 'show' in Package 'partsm'

### Description

This method shows the information provided by functions implemented in package 'partsm'.

### Methods

object = "fit.partsm".

Shows the estimates of the autoregressive or periodic autoregressive coefficients.

object = "Ftest.partsm".

Shows the F-test statistic, the null and the alternative hypotheses entailed in the procedure, as well as the freedom degrees, the p-value and a symbol indicating the significance of the F-statistic according to usual codes, i.e. Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1.

object = "fit.piartsm".

Shows the estimated periodic autoregressive coefficients in the restricted non-linear PIAR.

object = "LRur.partsm".

Shows the LR statistics and a one-side test constructed as sign(g(\hat{α}) - 1) * LR^{1/2}, where g(\hat{α}) is the product of the periodic differencing filter parameters estimated under the alternative.

object = "pred.piartsm".

Shows out-of-sample forecasts and the corresponding standard errors, as well as the 95 per cent confidence intervals.

### Author(s)

Javier Lopez-de-Lacalle javlacalle@yahoo.es.

fit.partsm-class, Ftest.partsm-class, and summary.

### Examples

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47  ## Load data and select the deterministic components. data("gergnp") lgergnp <- log(gergnp, base=exp(1)) detcomp <- list(regular=c(0,0,0), seasonal=c(1,0), regvar=0) ## Fit an AR(4) model with intercept and seasonal dummies. dcar <- list(regular=c(1,0,c(1,2,3)), seasonal=c(0,0), regvar=0) out.ar <- fit.ar.par(wts=lgergnp, type="AR", detcomp=dcar, p=4) show(out.ar) ## Fit a PAR(2) model with seasonal intercepts. out.par <- fit.ar.par(wts=lgergnp, type="PAR", detcomp=detcomp, p=2) show(out.par) ## Fnextp.test Fnextp.out <- Fnextp.test(wts=lgergnp, detcomp=detcomp, p=1, type="PAR") show(Fnextp.out) ## Fpar.test Fpar.out <- Fpar.test(wts=lgergnp, detcomp=detcomp, p=2) show(Fpar.out) ## Fsh.test ar4 <- fit.ar.par(wts=lgergnp, type="AR", p=4, detcomp=detcomp) Fsh.out <- Fsh.test(res=residuals(ar4@lm.ar), s=frequency(lgergnp)) show(Fsh.out) ## Fit a PIAR(2) model with seasonal intercepts. out.piar <- fit.piar(wts=lgergnp, detcomp=detcomp, p=2) show(out.piar) ## Fpari.piar.test Fpari1.out <- Fpari.piar.test(wts=lgergnp, detcomp=detcomp, p=2, type="PARI1") show(Fpari1.out) ## Fit a PIAR(2) model with seasonal intercepts. out.piar <- fit.piar(wts=lgergnp, detcomp=detcomp, p=2) show(out.piar) ## Test for a single unit root in a PAR(2) model with seasonal intercepts. out.LR <- LRurpar.test(wts=lgergnp, detcomp=detcomp, p=2) show(out.LR) ## 24 step-ahead forecasts in a PIAR(2) model. pred.out <- predictpiar(wts=lgergnp, p=2, hpred=24) show(pred.out) 

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